+416.2%
AME vs INDA
+83.0%
+333.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.2% |
| 7D | 0.0% | -3.6% | +3.6% | +2.1% |
| 30D | -8.6% | -4.0% | -4.7% | -6.5% |
| 3M | +5.8% | +1.7% | +4.1% | +4.7% |
| 6M | +3.8% | -3.6% | +7.5% | +5.9% |
| YTD | +14.4% | -11.0% | +25.4% | +22.0% |
| 1Y | +25.8% | -9.5% | +35.3% | +32.5% |
| 3Y | +55.2% | +7.6% | +47.5% | +46.5% |
| 5Y | +85.5% | +4.8% | +80.7% | +77.0% |
| All | +416.2% | +83.0% | +333.3% | +250.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded INDA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling